Purpose Multi-Strgy MKT Ntrl EGARCH Volatility Analysis
Volatility Prediction for Thursday, February 12th, 2026:11.02% (-0.26%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| -0.0478 | -8.17 | |
| 0.1587 | 15.83 | |
| 0.9376 | 210.80 | |
| -0.0719 | -5.25 |
Estimation Period:
Oct 14, 2014 to Feb 6, 2026
Oct 14, 2014 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
Other Purpose Multi-Strgy MKT Ntrl Analyses
Other EGARCH Analyses on ETFs